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Record W2254230465

Непараметрические Оценки Эффективности Российских Банков [Nonparametric estimates of Russian banks efficiency]

2010· article· ru· W2254230465 on OpenAlexaboutno aff
Sergei Golovan, Vladimir Nazin, Anatoly Peresetsky

Bibliographic record

VenueMPRA Paper · 2010
Typearticle
Languageru
FieldDecision Sciences
TopicEfficiency Analysis Using DEA
Canadian institutionsnot available
Fundersnot available
KeywordsNonparametric statisticsEconometricsQuarter (Canadian coin)Parametric statisticsEconomicsSpearman's rank correlation coefficientRank correlationRank (graph theory)EstimationData envelopment analysisStatisticsMathematicsGeographyCombinatorics
DOInot available

Abstract

fetched live from OpenAlex

Non-parametric estimates of technical efficiency of Russian banks are considered for each quarter in the period of 2002–2006. Two types of DEA estimates CCR (Charnes, Cooper, Rhodes, 1978) and BCC (Banker, Charnes, Cooper, 1984), are compared with parametric SFA estimates. Semiparametric bootstrap (Simar, Wilson, 2007) is used to study statistical properties of DEA estimates. Spearman rank correlation between CCR and BCA estimates vary from 0.72 to 0.89 and between DEA and SFA from 0.56 to 0.91, hence estimates are robust. Foreign banks are more efficient than domestic banks in all quarters with the only exception of 2004Q2, which could be explained by so-called “crisis of confidence” (bank crisis in Russia in that period). Since 2006 Moscow banks are less efficient than the regional banks.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.018
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.029

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.018
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0050.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.027
GPT teacher head0.336
Teacher spread0.310 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2010
Admission routes1
Has abstractyes

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